Quantitative Python Developer (Risk Technology) | Hong Kong / Singapore
Summary
A quantitative Python developer builds market risk technology at a global multi-strategy hedge fund in Hong Kong or Singapore — analytics, pricing, and VaR tooling — working closely with traders, PMs, risk managers, and ops during the firm's APAC build-out.
I’m hiring a Quantitative Python Developer for a leading global multi-strategy hedge fund, based in either Hong Kong or Singapore.
Sitting at the center of the business rather than within a single trading desk, the role offers broad exposure across PMs, trading, risk and operations, with a focus on Market Risk Technology — analytics, pricing, VaR and related tooling.
What They’re Looking For:
- Around 3–8 years’ experience in Python development
- Main focus is technical competence in software engineering and decent understanding on Risk
- The role is focused on market risk tech (analytics/pricing/VaR/etc) - different to execution risk
- The ability to work with traders, PMs, risk managers, and ops without friction
- Clear communicators who can translate requirements into robust solutions
Why it’s interesting: The firm is in serious build mode across APAC — think greenfield problems, high ownership, low bureaucracy and the opportunity to materially influence how things are built.